MAMP allows you to run PHP, a MySQL database, and WordPress right from your own computer without having to buy a server or hosting.
After you install MAMP to your computer you’ll be able to experiment with code locally (ie. meaning that you can “sandbox” your code/database and not break anything live on the Web).
MAMP is free. Mac only. Here’s a step-by-step tutorial for getting it installed:
Using a Windows PC? A simliar option is available for Windows called WAMP – this tutorial be useful for Windows users, but it’s the same concepts.